+173.8%
DAL vs SAN
+235.5%
-61.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +3.3% |
| 7D | +8.8% | +4.9% | +3.9% | +6.3% |
| 30D | +5.4% | -13.0% | +18.4% | +12.7% |
| 3M | -4.9% | -18.9% | +13.9% | +5.2% |
| 6M | +19.8% | -4.1% | +24.0% | +21.7% |
| YTD | +27.0% | +2.6% | +24.4% | +23.8% |
| 1Y | +52.5% | +16.9% | +35.5% | +39.5% |
| 3Y | +173.8% | +239.1% | -65.2% | +64.1% |
| All | +173.8% | +235.5% | -61.6% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling